Hubersuhner (Switzerland) Market Value
| HUBN Stock | CHF 76.80 2.10 2.81% |
| Symbol | Hubersuhner |
Hubersuhner 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Hubersuhner's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Hubersuhner.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Hubersuhner on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Hubersuhner AG or generate 0.0% return on investment in Hubersuhner over 90 days. Hubersuhner is related to or competes with Bucher Industries, Komax Holding, Comet Holding, Burckhardt Compression, and Bachem Holding. HuberSuhner AG develops, manufactures, and sells components and system solutions for electrical and optical connectivity... More
Hubersuhner Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Hubersuhner's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Hubersuhner AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.1231 | |||
| Maximum Drawdown | 7.74 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.53 |
Hubersuhner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hubersuhner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hubersuhner's standard deviation. In reality, there are many statistical measures that can use Hubersuhner historical prices to predict the future Hubersuhner's volatility.| Risk Adjusted Performance | 0.045 | |||
| Jensen Alpha | 0.1003 | |||
| Total Risk Alpha | 0.2176 | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | 0.1215 |
Hubersuhner AG Backtested Returns
At this stage we consider Hubersuhner Stock to be very steady. Hubersuhner AG holds Efficiency (Sharpe) Ratio of 0.092, which attests that the entity had a 0.092 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hubersuhner AG, which you can use to evaluate the volatility of the firm. Please check out Hubersuhner's Risk Adjusted Performance of 0.045, market risk adjusted performance of 0.1315, and Downside Deviation of 1.67 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Hubersuhner has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hubersuhner's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hubersuhner is expected to be smaller as well. Hubersuhner AG right now retains a risk of 1.34%. Please check out Hubersuhner mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Hubersuhner will be following its current trending patterns.
Auto-correlation | 0.50 |
Modest predictability
Hubersuhner AG has modest predictability. Overlapping area represents the amount of predictability between Hubersuhner time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hubersuhner AG price movement. The serial correlation of 0.5 indicates that about 50.0% of current Hubersuhner price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 2.32 |
Hubersuhner AG lagged returns against current returns
Autocorrelation, which is Hubersuhner stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Hubersuhner's stock expected returns. We can calculate the autocorrelation of Hubersuhner returns to help us make a trade decision. For example, suppose you find that Hubersuhner has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Hubersuhner regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Hubersuhner stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hubersuhner stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hubersuhner stock over time.
Current vs Lagged Prices |
| Timeline |
Hubersuhner Lagged Returns
When evaluating Hubersuhner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hubersuhner stock have on its future price. Hubersuhner autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Hubersuhner autocorrelation shows the relationship between Hubersuhner stock current value and its past values and can show if there is a momentum factor associated with investing in Hubersuhner AG.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Hubersuhner Stock Analysis
When running Hubersuhner's price analysis, check to measure Hubersuhner's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hubersuhner is operating at the current time. Most of Hubersuhner's value examination focuses on studying past and present price action to predict the probability of Hubersuhner's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hubersuhner's price. Additionally, you may evaluate how the addition of Hubersuhner to your portfolios can decrease your overall portfolio volatility.